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Valuing step barrier options and their icicled variations
Lee, Hangsuck; Ko, Bangwon; Song, Seongjoo - In: The North American journal of economics and finance : a … 49 (2019), pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
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Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck; Ahn, Soohan; Ko, Bangwon - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
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Valuing lookback options with barrier
Lee, Hangsuck; Kim, Eunchae; Ko, Bangwon - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
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A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
Lee, Hangsuck; Lee, Minha; Ko, Bangwon - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013449375